Going through a very low patch at the moment.
Last time this happened, I lost two friends, who were well meaning, but just didn't get what depression is and did the whole 'go for a walk', 'have you tried eating more healthily' approach and would try to cajole me into talking about what I was talking about in counselling, which just triggered more anxiety attacks. I felt so vulnerable and weak at this point that I couldn't articulate how this behaviour made me feel (or help them understand how depression isn't the same as 'being a bit down'), so I just shut them out and consequently, lost them.
Same thing now happening with another friend. Have previously masked depression from her due to fear that she wouldn't understand, but she caught me out a couple of weeks ago and is now wanting to meet up to see if she can 'help sort me out' and has emailed me links to the MIND site.